Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.30% | 6.84 CHF | 6.86 CHF | 30'900 | 30'900 | 31'140 | 31'140 | 208'488 CHF | 209'111 CHF | 99.98% | 99.98% |
12.07.2024 | 0.30% | 6.67 CHF | 6.69 CHF | 31'300 | 31'300 | 31'360 | 31'360 | 207'339 CHF | 207'967 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 6.35 CHF | 6.37 CHF | 31'400 | 31'400 | 32'119 | 32'119 | 208'169 CHF | 208'811 CHF | 99.97% | 99.97% |
10.07.2024 | 0.32% | 6.48 CHF | 6.50 CHF | 32'600 | 32'600 | 32'899 | 32'899 | 207'451 CHF | 208'109 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 6.17 CHF | 6.19 CHF | 33'100 | 33'100 | 33'276 | 33'276 | 208'636 CHF | 209'301 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 6.28 CHF | 6.30 CHF | 33'400 | 33'400 | 32'859 | 32'859 | 203'531 CHF | 204'188 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 6.28 CHF | 6.30 CHF | 32'500 | 32'500 | 32'860 | 32'860 | 208'573 CHF | 209'230 CHF | 99.78% | 99.78% |
04.07.2024 | 0.32% | 6.37 CHF | 6.39 CHF | 33'100 | 33'100 | 33'040 | 33'040 | 209'289 CHF | 209'950 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 6.40 CHF | 6.42 CHF | 33'000 | 33'000 | 33'718 | 33'718 | 212'553 CHF | 213'227 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 6.13 CHF | 6.15 CHF | 34'200 | 34'200 | 34'320 | 34'320 | 207'424 CHF | 208'110 CHF | 99.98% | 99.98% |